-30.3%
MOS vs PTEN
+2.7%
-33.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -2.0% | +10.6% | -12.6% | -3.6% |
| 30D | +15.3% | -4.9% | +20.2% | +15.2% |
| 3M | +1.5% | +1.4% | 0.0% | -0.1% |
| 6M | -2.0% | -7.0% | +5.1% | -2.7% |
| YTD | -6.5% | +84.8% | -91.3% | -23.7% |
| 1Y | -11.1% | +95.7% | -106.7% | -28.6% |
| 3Y | -30.3% | +2.0% | -32.2% | -35.8% |
| All | -30.3% | +2.7% | -33.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling